+104.1%
RSG vs DUOL
+2.7%
+101.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.8% |
| 7D | -1.8% | -8.6% | +6.8% | -1.5% |
| 30D | +2.8% | +7.2% | -4.4% | +2.5% |
| 3M | +4.3% | +19.1% | -14.8% | +3.5% |
| 6M | -0.5% | +52.5% | -53.0% | -2.2% |
| YTD | +5.2% | -17.3% | +22.5% | +5.6% |
| 1Y | -2.1% | -49.2% | +47.1% | -0.3% |
| 3Y | +56.5% | -7.3% | +63.8% | +54.6% |
| 5Y | +89.5% | -16.3% | +105.8% | +82.3% |
| All | +104.1% | +2.7% | +101.4% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling